The options market is pricing a — move for LOW's 2026-11-18 · before open report. Over its last 8 reports, LOW has actually moved ±2.7% on average (biggest: ±5.6%). That's a 0.77× realized-vs-implied ratio, so the options look overpriced — LOW has historically moved less than what's priced, which favors selling premium (iron condor / credit spreads) if you have an edge. It has exceeded the implied move in 38% of those prints, beaten EPS estimates 100% of the time (8 quarters), and the 1-day reaction has been negative 63% of the time (avg -0.3%).
Longer run: across all 20 reports on record (since 2019-11-20), the options overpriced LOW's move 70% of the time — more often than the 57% market-wide average. Median actual move was 0.55× the implied (mean implied ±4%, mean actual ±2.7%), so on this longer sample the options screen rich. See how that compares across 2,422 prints →
This is a data-driven edge, not a prediction of direction — earnings are binary events and any single print can gap either way. Position and size accordingly.
| Report | Est EPS | Actual | Result | Implied | 1d move | 1w move |
|---|---|---|---|---|---|---|
| 2026-08-19 | 4.22 | 4.40 | beat | ±3.7% | +2% | -0.5% |
| 2026-05-20 | 2.96 | 3.03 | beat | ±4.2% | +1.2% | -2.9% |
| 2026-02-25 | 1.95 | 1.98 | beat | ±3.3% | -5.6% | -7.5% |
| 2025-11-19 | 2.97 | 3.06 | beat | ±3.4% | +4% | +8.4% |
| 2025-08-20 | 4.23 | 4.33 | beat | ±3.1% | +0.3% | +0.8% |
| 2025-05-21 | 2.88 | 2.92 | beat | ±3.4% | -1.7% | -2.4% |
| 2025-02-26 | 1.83 | 1.93 | beat | ±3.6% | +1.9% | -1% |
| 2024-11-19 | 2.82 | 2.89 | beat | ±3.2% | -4.6% | +1.3% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
LOW is scheduled to report on 2026-11-18, before the open. Dates can shift until the company confirms.
The expected move is the size of the post-earnings swing the options market is pricing in (from the ATM straddle). We show LOW's live.
Over its last 8 reports, LOW has beaten EPS estimates 100% of the time. A beat doesn't guarantee an up move — the reaction depends on guidance and how much was already priced in.
Over the last 8 reports, LOW moved ±2.7% on average versus a ±3.5% implied move — a 0.77× ratio, so the options have been rich (it moves less than priced). It exceeded the implied move 38% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See LOW's positioning too: LOW gamma exposure → · LOW options flow →
Posting the link is enough — X, Discord and Slack render the live data card automatically.
The premium earnings board ranks every upcoming report by the biggest realized-vs-implied edge — where the options are mispriced vs how the stock actually moves — with the play on each.
Data via Unusual Whales · refreshes each session · educational, not financial advice · earnings are binary events with substantial risk.
